[R] MA parameter in R vs. Minitab

[Erin Hodgess]

Dear R People:

I ran an ARIMA(1,0,1) on a particular series in R and got a negative
MA(1) estimate.

Then I ran an ARIMA(1,0,1) on the same series in Minitab and got a
positive MA(1) estimate.

The values are about -0.69 and 0.70.

Does R show the opposite value, please?

Thanks,
Erin


-- 
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: erinm.hodgess at gmail.com